+56.4%
SAP vs ES
-5.6%
+62.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | +9.0% | -2.0% | +11.0% | +9.3% |
| 3M | +14.9% | +1.7% | +13.3% | +14.6% |
| 6M | +11.9% | -3.5% | +15.4% | +12.5% |
| YTD | -9.9% | +7.9% | -17.8% | -11.4% |
| 1Y | -19.5% | +17.2% | -36.7% | -22.5% |
| 3Y | +61.8% | +29.3% | +32.5% | +50.8% |
| All | +56.4% | -5.6% | +62.0% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling